Use Gamma
Key Use Gamma in Curve Booster refers to a boolean flag that is relevant only when Active is TRUE
When TRUE, the approximation achieved under Active relies on both the first order derivatives ∂xᵢ/∂rⱼ and the second order derivatives ∂²xᵢ/∂rⱼrᵤ of the χ internal quantities x₁, x₂, ..., xᵪ on the peg nodes relative to the ρ market quotes r₁, r₂, ..., rᵨ
When FALSE, only the Jacobian matrix of the first order derivatives is utilized.
The TRUE setting has the drawback that it is more time consuming during the initial phase when the derivatives are constructed.
It has though the advantage that this construction needs to occur less frequently as the market quotes keep changing because the implied curve internal quantities are closer to the true values.
For this reason, TRUE is the best setting for most market environments.
Perhaps only when the market is extremely volatile so that the market quotes shoot frequently over the margins defined by the entry Boost Margin, would a FALSE setting make sense.